Although it has been stated that "an attempt to solve (very large problems) by subspace iterations seems futile" (H. G. Matthies, Comput. Struct.21 (1985), p. 324), we will show that the statement is not true, especially for extremely large eigenproblems. In this paper a new two-phase subspace iteration/Rayleigh quotient/conjugate gradient method for generalized, large, symmetric eigenproblems Ax = λBx is presented. It has the ability of solving extremely large eigenproblems, N = 216,000, for example, and finding a large number of leftmost or rightmost eigenpairs, up to 1000 or more. Multiple eigenpairs, even those with multiplicity 100, can be easily found. The use of the proposed method for solving the big full eigenproblems (N ∼ 103), as well as for large weakly non-symmetric eigenproblems, have been considered also. The proposed method is fully iterative; thus the factorization of matrices is avoided. The key idea consists in joining two methods: subspace and Rayleigh quotient iterations. The systems of indefinite and almost singular linear equations (A - σB) x = By are solved by various iterative conjugate gradient/Lanczos methods. It will be shown that the standard conjugate gradient method can be used without danger of breaking down due to its property that may be called "self-correction towards the eigenvector," discovered recently by us. The use of various preconditioners (SSOR and IC) has also been considered. The main features of the proposed method have been analyzed in detail. Comparisons with other methods, such as, accelerated subspace iteration, Lanczos, Davidson, TLIME, TRACMN, and SRQMCG, are presented. The results of numerical tests for various physical problems (acoustic, vibrations of structures, quantum chemistry) are presented as well. The final conclusion is that our new method is usually much faster than other iterative methods, especially for very large eigenproblems arising from 3D elliptic or biharmonic problems defined on irregular, multiply-connected domains, discretized by the finite element (FEM) or finite difference (FDM) methods.
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